Objective: To explore the relationship between different types of bullying behavior and depressive symptoms among adolescents, and to provide scientific basis for further prevention of peer bullying. Methods: Based on the follow up data of 1 687 adolescents from Huaibei City, Anhui Province in September 2019 (T1) and September 2020 (T2), the autoregressive cross lagged analysis was employed to explore the relationship between different types of peer bullying and depressive symptoms. Results: The scores of bullying behaviors (physical bullying, verbal bullying, relational bullying and cyber bullying) and depressive symptoms at T2 were lower than those at T1,and the differences were statistically significant ( t =13.60, 8.61,7.24,3.76,8.29, P <0.01). There was a positive correlation between bullying behavior and depressive symptoms ( P <0.01). The results from cross lagged regression analysis showed that physical, verbal, relational and cyber bullying at T1 could positively predict depressive symptoms at T2 ( β = 0.06 , 0.04, 0.12, 0.05), and physical, verbal, relational and cyber bullying at T1 could positively predict depressive symptoms at T2 ( β =0.07, 0.10, 0.13, 0.10) ( P <0.05). Conclusion There were bidirectional associations between adolescent peer bullying and depressive symptoms.